Essays on Business Analytics and Game Theory
Essays on Business Analytics and Game Theory
Date
2023
Authors
Nguyen, Minh
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Juarez, Ruben
Department
Economics
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This collection of essays explores several research topics in business analytics and game theory. The first essay, Chapter 2, applies text mining and machine learning to quantify the impact of natural disaster risk on firm performance. The second essay, Chapter 3, uses machine learning and the Merton model to predict corporate financial distress in a transition economy. The third essay, Chapter 4, investigates optimal investment strategies in finite and mean field games, considering the presence of risk-seeking agents and using a hyperbolic absolute risk aversion (HARA) utility function. Each chapter focuses on a specific type of shock, including climate shocks (Chapter 2), economic shocks (Chapter 3), and stochastic shocks (Chapter 4).
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Economics,
Economic theory,
Finance,
Business Analytics,
Financial Distress,
Firm Performance,
Game Theory,
Machine Learning
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